Quantitative Analyst

5 days ago


London, Greater London, United Kingdom Selby Jennings Full time

Job Summary:

Selby Jennings is seeking a highly skilled Quantitative Analyst to join our team in London. As a Quantitative Analyst - Interest Rates, you will be responsible for developing pricing models and hedging analytics for interest rate derivatives.

Key Responsibilities:

  • Develop and implement pricing models for interest rate derivatives
  • Design and implement hedging strategies for interest rate risk management
  • Collaborate with traders and other quants to develop and implement front office analytics
  • Participate in the development of models for asset classes other than interest rate derivatives

Requirements:

  • Strong background in interest rate exotic methodologies and pricing models
  • Proficiency in programming languages such as C++ or C#
  • Prior front office experience is preferred
  • Ph.D. degree in Computer Science, Mathematics, Quantitative Finance, Engineering, Physics, or other quantitative disciplines

What We Offer:

Selby Jennings offers a dynamic and challenging work environment, with opportunities for professional growth and development. If you are a motivated and experienced Quantitative Analyst looking to take your career to the next level, we encourage you to apply.



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